CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 122-120 123-125 1-005 0.8% 124-020
High 123-075 123-185 0-110 0.3% 124-145
Low 122-120 122-270 0-150 0.4% 122-080
Close 123-055 122-275 -0-100 -0.3% 123-100
Range 0-275 0-235 -0-040 -14.5% 2-065
ATR 1-035 1-026 -0-009 -2.4% 0-000
Volume 823,669 710,141 -113,528 -13.8% 2,808,165
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 125-095 124-260 123-084
R3 124-180 124-025 123-020
R2 123-265 123-265 122-318
R1 123-110 123-110 122-297 123-070
PP 123-030 123-030 123-030 123-010
S1 122-195 122-195 122-253 122-155
S2 122-115 122-115 122-232
S3 121-200 121-280 122-210
S4 120-285 121-045 122-146
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 129-303 128-267 124-168
R3 127-238 126-202 123-294
R2 125-173 125-173 123-229
R1 124-137 124-137 123-165 123-282
PP 123-108 123-108 123-108 123-021
S1 122-072 122-072 123-035 121-218
S2 121-043 121-043 122-291
S3 118-298 120-007 122-226
S4 116-233 117-262 122-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 122-080 2-065 1.8% 0-284 0.7% 28% False False 765,536
10 124-145 122-020 2-125 1.9% 0-264 0.7% 33% False False 667,645
20 124-270 121-105 3-165 2.9% 0-264 0.7% 44% False False 594,863
40 128-080 121-105 6-295 5.6% 0-295 0.7% 22% False False 483,524
60 128-210 119-160 9-050 7.5% 0-300 0.8% 37% False False 455,405
80 128-210 111-020 17-190 14.3% 0-242 0.6% 67% False False 351,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-224
2.618 125-160
1.618 124-245
1.000 124-100
0.618 124-010
HIGH 123-185
0.618 123-095
0.500 123-068
0.382 123-040
LOW 122-270
0.618 122-125
1.000 122-035
1.618 121-210
2.618 120-295
4.250 119-231
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 123-068 123-070
PP 123-030 123-032
S1 122-312 122-313

These figures are updated between 7pm and 10pm EST after a trading day.

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